NYMEX Natural Gas Future October 2014
| Trading Metrics calculated at close of trading on 11-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2014 |
11-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
3.895 |
4.003 |
0.108 |
2.8% |
3.812 |
| High |
3.991 |
4.030 |
0.039 |
1.0% |
4.001 |
| Low |
3.891 |
3.945 |
0.054 |
1.4% |
3.790 |
| Close |
3.980 |
3.988 |
0.008 |
0.2% |
3.980 |
| Range |
0.100 |
0.085 |
-0.015 |
-15.0% |
0.211 |
| ATR |
0.097 |
0.096 |
-0.001 |
-0.9% |
0.000 |
| Volume |
59,062 |
68,287 |
9,225 |
15.6% |
225,080 |
|
| Daily Pivots for day following 11-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.243 |
4.200 |
4.035 |
|
| R3 |
4.158 |
4.115 |
4.011 |
|
| R2 |
4.073 |
4.073 |
4.004 |
|
| R1 |
4.030 |
4.030 |
3.996 |
4.009 |
| PP |
3.988 |
3.988 |
3.988 |
3.977 |
| S1 |
3.945 |
3.945 |
3.980 |
3.924 |
| S2 |
3.903 |
3.903 |
3.972 |
|
| S3 |
3.818 |
3.860 |
3.965 |
|
| S4 |
3.733 |
3.775 |
3.941 |
|
|
| Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.557 |
4.479 |
4.096 |
|
| R3 |
4.346 |
4.268 |
4.038 |
|
| R2 |
4.135 |
4.135 |
4.019 |
|
| R1 |
4.057 |
4.057 |
3.999 |
4.096 |
| PP |
3.924 |
3.924 |
3.924 |
3.943 |
| S1 |
3.846 |
3.846 |
3.961 |
3.885 |
| S2 |
3.713 |
3.713 |
3.941 |
|
| S3 |
3.502 |
3.635 |
3.922 |
|
| S4 |
3.291 |
3.424 |
3.864 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.030 |
3.849 |
0.181 |
4.5% |
0.093 |
2.3% |
77% |
True |
False |
50,696 |
| 10 |
4.030 |
3.752 |
0.278 |
7.0% |
0.094 |
2.3% |
85% |
True |
False |
42,581 |
| 20 |
4.159 |
3.740 |
0.419 |
10.5% |
0.092 |
2.3% |
59% |
False |
False |
34,492 |
| 40 |
4.879 |
3.740 |
1.139 |
28.6% |
0.098 |
2.4% |
22% |
False |
False |
28,237 |
| 60 |
4.879 |
3.740 |
1.139 |
28.6% |
0.098 |
2.5% |
22% |
False |
False |
26,613 |
| 80 |
4.879 |
3.740 |
1.139 |
28.6% |
0.102 |
2.6% |
22% |
False |
False |
24,248 |
| 100 |
4.879 |
3.740 |
1.139 |
28.6% |
0.101 |
2.5% |
22% |
False |
False |
22,336 |
| 120 |
4.879 |
3.740 |
1.139 |
28.6% |
0.106 |
2.7% |
22% |
False |
False |
21,652 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.391 |
|
2.618 |
4.253 |
|
1.618 |
4.168 |
|
1.000 |
4.115 |
|
0.618 |
4.083 |
|
HIGH |
4.030 |
|
0.618 |
3.998 |
|
0.500 |
3.988 |
|
0.382 |
3.977 |
|
LOW |
3.945 |
|
0.618 |
3.892 |
|
1.000 |
3.860 |
|
1.618 |
3.807 |
|
2.618 |
3.722 |
|
4.250 |
3.584 |
|
|
| Fisher Pivots for day following 11-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.988 |
3.977 |
| PP |
3.988 |
3.965 |
| S1 |
3.988 |
3.954 |
|